+1,164.6%
ARES vs CP
+223.5%
+941.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | -2.7% | +1.0% | -0.3% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | +8.5% | +2.6% | +5.9% | +7.1% |
| 6M | +23.5% | +6.0% | +17.5% | +19.6% |
| YTD | -11.2% | +24.9% | -36.2% | -21.1% |
| 1Y | -19.3% | +20.1% | -39.4% | -26.9% |
| 3Y | +48.7% | +16.4% | +32.3% | +34.8% |
| 5Y | +106.5% | +31.7% | +74.8% | +75.5% |
| 10Y | +1,055.3% | +223.9% | +831.5% | +599.8% |
| All | +1,164.6% | +223.5% | +941.1% | +749.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling